ForexLocalVolatilitySurfaceFunction.java example

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/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.model.volatility.local.deprecated;

import static com.opengamma.engine.value.ValuePropertyNames.CURVE;
import static com.opengamma.engine.value.ValuePropertyNames.CURVE_CALCULATION_METHOD;
import static com.opengamma.engine.value.ValuePropertyNames.SURFACE;
import static com.opengamma.financial.analytics.model.volatility.local.deprecated.LocalVolatilityPDEValuePropertyNames.PROPERTY_H;
import static com.opengamma.financial.analytics.model.volatility.local.deprecated.LocalVolatilityPDEValuePropertyNames.PROPERTY_SURFACE_TYPE;
import static com.opengamma.financial.analytics.model.volatility.local.deprecated.LocalVolatilityPDEValuePropertyNames.PROPERTY_X_AXIS;
import static com.opengamma.financial.analytics.model.volatility.local.deprecated.LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS;
import static com.opengamma.financial.analytics.model.volatility.local.deprecated.LocalVolatilityPDEValuePropertyNames.PROPERTY_Y_AXIS_TYPE;

import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.financial.analytics.model.InstrumentTypeProperties;

/**
 *
 * @deprecated Deprecated
 */
@Deprecated
public class ForexLocalVolatilitySurfaceFunction extends LocalVolatilitySurfaceFunction {

  @Override
  public ComputationTargetType getTargetType() {
    return ComputationTargetType.UNORDERED_CURRENCY_PAIR;
  }

  @Override
  protected ValueProperties getResultProperties() {
    return createValueProperties()
        .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.FOREX)
        .withAny(SURFACE)
        .withAny(PROPERTY_SURFACE_TYPE)
        .withAny(PROPERTY_X_AXIS)
        .withAny(PROPERTY_Y_AXIS)
        .withAny(PROPERTY_Y_AXIS_TYPE)
        .withAny(CURVE_CALCULATION_METHOD)
        .withAny(CURVE)
        .withAny(PROPERTY_H).get();
  }

  @Override
  protected ValueProperties getResultProperties(final String definitionName, final String surfaceType, final String xAxis, final String yAxis, final String yAxisType,
      final String forwardCurveCalculationMethod, final String forwardCurveName) {
    return createValueProperties()
        .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.FOREX)
        .with(SURFACE, definitionName)
        .with(PROPERTY_SURFACE_TYPE, surfaceType)
        .with(PROPERTY_X_AXIS, xAxis)
        .with(PROPERTY_Y_AXIS, yAxis)
        .with(PROPERTY_Y_AXIS_TYPE, yAxisType)
        .with(CURVE_CALCULATION_METHOD, forwardCurveCalculationMethod)
        .with(CURVE, forwardCurveName)
        .withAny(PROPERTY_H).get();
  }

  @Override
  protected ValueProperties getResultProperties(final String surfaceName, final String surfaceType, final String xAxis, final String yAxis, final String yAxisType,
      final String forwardCurveCalculationMethod, final String forwardCurveName, final String h) {
    return createValueProperties()
        .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.FOREX)
        .with(SURFACE, surfaceName)
        .with(PROPERTY_SURFACE_TYPE, surfaceType)
        .with(PROPERTY_X_AXIS, xAxis)
        .with(PROPERTY_Y_AXIS, yAxis)
        .with(PROPERTY_Y_AXIS_TYPE, yAxisType)
        .with(CURVE_CALCULATION_METHOD, forwardCurveCalculationMethod)
        .with(CURVE, forwardCurveName)
        .with(PROPERTY_H, h).get();
  }

  @Override
  protected ValueProperties getSurfaceProperties(final String surfaceName, final String surfaceType, final String xAxis, final String yAxis, final String yAxisType,
      final String forwardCurveCalculationMethod, final String forwardCurveName) {
    return ValueProperties.builder()
        .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.FOREX)
        .with(ValuePropertyNames.SURFACE, surfaceName)
        .with(PROPERTY_SURFACE_TYPE, surfaceType)
        .with(PROPERTY_X_AXIS, xAxis)
        .with(PROPERTY_Y_AXIS, yAxis)
        .with(PROPERTY_Y_AXIS_TYPE, yAxisType)
        .with(CURVE, forwardCurveName)
        .with(CURVE_CALCULATION_METHOD, forwardCurveCalculationMethod).get();
  }

}